TY  - BOOK
AU  - Tracey, Mark
TI  - Principal component Value at Risk : an application to the measurement of the interest rate risk exposure of Jamaican banks to government of Jamaica (GOJ) bonds
PY  - 2009///
CY  - [St. Augustine]TT
PB  - [Caribbean Centre for Money and Finance]
N2  - Develops an additional Value at Risk (VaR) framework for measuring and monitoring risk, contingent on changes in the interest rate term structure of government of Jamaica
ER  -